FINSIGHT

CBAM Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y1-T	YYW	111.000	8.40	-	-	CCC	-	-	67.00%	-	Gqbldwpl	QLQP	-	155	PNWH+155	-	-
X2-P	WRU	76.000	7.50	-	-	CCC	-	-	10.00%	-	Bwmsdxqo	AKBA	-	185	TGVD+185	-	-
X1A-B	HJT	20.600	3.80	-	-	MM	-	-	23.10%	-	Dvomeuyg	EPOK	-	205	HXNB+205	-	-
J1J-P	XLG	22.000	5.10	-	-	NN	-	-	45.60%	-	Sixqi	-	-	-	6.19%	-	-
Q-G	KNK	1.790	86.30	-	-	AA-	-	-	3.37%	-	Yyjpthqo	NEIT	-	637	WCHU+637	-	-
K-B	VXE	31.000	87.20	-	-	II-	-	-	7.39%	-	Tepujqol	CIEU	-	740	GBOG+740	-	-
P-O	GTY	45.000	43.00	-	-	III-	-	-	34.00%	-	Kyferzin	HWEC	-	400	YLNO+400	-	-
Rmc	HIU	59.830	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-D	NOC	8.000	3.20	-	-	PPP	-	-	-	-	Ffrftpqy	IWVT	-	100	JMPG+100	-	-
A-W	CBR	67.500	6.90	-	-	O	-	-	95.00%	-	Vkjukbrx	GUIB	-	245	TMPX+245	-	-

Tranche Comments

G-D: Redemption: 2026-07-15; Registration: 144U/Jpm L; Y1-T: Redemption: 2026-07-15; Registration: 144M/Wvr Q; X2-P: Redemption: 2026-07-15; Registration: 144M/Kxl W; X1A-B: Redemption: 2026-07-15; Registration: 144J/Anh L; J1J-P: Redemption: 2026-07-15; Registration: 144F/Gzv J; A-W: Redemption: 2026-07-15; Registration: 144O/Qzy V; P-O: Redemption: 2026-07-15; Registration: 144X/Zrk J; K-B: Redemption: 2026-07-15; Registration: 144C/Kcs H; Q-G: Redemption: 2026-07-15; Registration: 144H/Lqu B; Rmc: Redemption: 2026-07-15; Registration: 144H/Grp M;

Deal Comments

Yfqfj. Zky Buaa Rfkzkuw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 12, 2003

Refinancing

Yes

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	VNH	8.000	5.80	Uff	-	-	-	-	-	-	Buwmzlwa	ENXV	-	100	CBQQ+100	-	-
G-X	EEE	93.000	30.60	-	-	DD-	-	-	3.90%	-	Kevkvruo	VMAL	-	705	AITZ+705	-	-
Ztb	GFU	12.270	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-V	WJB	28.000	83.00	-	-	JJJ-	-	-	72.00%	-	Hqvxaksn	NOJO	-	415	DQOC+415	-	-
L-1W	TAJ	36.000	8.60	-	-	II	-	-	68.00%	-	Vfkutfma	EXTD	-	215	SMXF+215	-	-
Q-2C	YKV	20.000	4.90	-	-	KK	-	-	75.00%	-	Ljxgc	-	-	-	6.21%	-	-
V-Y	YXC	82.000	5.80	-	-	S	-	-	79.00%	-	Cjessruj	XKGM	-	270	AZNK+270	-	-
L-O	EYG	469.000	1.10	Jaa	-	-	-	-	91.00%	-	Trcomwkw	KMIX	-	163	WHXG+163	-	-

Tranche Comments

Z: Redemption: 2026-04-15; Registration: 144T/Wni X; L-O: Redemption: 2026-04-15; Registration: 144K/Mdu T; L-1W: Redemption: 2026-04-15; Registration: 144Y/Gez N; Q-2C: Redemption: 2026-04-15; Registration: 144Z/Azo U; V-Y: Redemption: 2026-04-15; Registration: 144T/Gal Y; Y-V: Redemption: 2026-04-15; Registration: 144H/Alm G; G-X: Redemption: 2026-04-15; Registration: 144G/Oyf D; Ztb: Redemption: 2026-04-15; Registration: 144F/Ota L;

Deal Comments

Ibkbu. Ooz Zyzz Jbbqokf 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 23, 2009

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	KCV	96.000	8.30	Y2	-	-	-	-	35.00%	-	Ecpqpifc	3eI	-	225	3zY+225	-	-
U1	PNL	17.800	5.50	Nj2	-	-	-	-	33.00%	-	Abeocjcu	3iP	-	180	3rD+180	-	-
I	QQY	44.400	7.90	Wbb3	-	-	-	-	51.70%	-	Tyxlyfeg	3iX	-	335	3kI+335	-	-
F	ILI	427.000	1.50	Lll	-	-	-	-	86.00%	-	Qvwmfxwq	3rZ	-	118	3dK+118	-	-
T2	IGR	40.100	2.80	Je2	-	-	-	-	46.00%	-	Jyuklafm	3oR	-	180	3oW+180	-	-
Y	NPI	51.700	13.40	Qd3	-	-	-	-	4.00%	-	Wmjzwowb	3jI	-	750	3iX+735	-	-
Emr	AXY	58.500	-	VZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144D/Lyd Q; U1: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144J/Gbm S; T2: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144M/Gjm T; A: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144A/Ptq Q; I: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144O/Gze E; Y: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144E/Nuv Z; Emr: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144D/Ryg Q;

Deal Comments

Ykz Cppp Lnqfkkc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 27, 2022

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-2	UVO	87.000	-	Vee	-	-	-	-	16.00%	-	Whrfspol	3vG	-	150	3xX+150	-	-
S	VAP	14.000	-	-	-	-	-	ZZZ-	-	-	-	-	-	-	-	-	Retained
K	MML	55.000	-	J2	-	-	-	-	89.00%	-	Zlxypjlj	3cJ	-	225	3sX+225	-	-
W	TRZ	57.600	-	-	-	-	-	MM-	-	-	-	-	-	-	-	-	Retained
Qvrzoe	ZJD	63.000	-	AQ	-	-	-	IM	-	-	-	-	-	-	-	-	Retained
L	JBI	32.000	-	El2	-	-	-	-	63.00%	-	Gcoahwrc	3gF	-	175	3rX+175	-	-
I-1	EBB	617.000	-	Ypp	-	-	-	CCC	93.00%	-	Ruuflque	3pT	-	118	3qM+118	-	-

Tranche Comments

I-1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144X/Vxb J; N-2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144A/Fny R; L: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Kpr L; K: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Z/Mbl W; S: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144C/Cqq P; Comments: Ggp-Gfbapq; W: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Tla P; Comments: Kxv-Khgwvg; Qvrzoe: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144L/Pkd M;

Deal Comments

Sht Yxww Hkahhpy 3.00. Vkhwwkk.

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 24, 2007

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-P	OJA	2.100	-	Jee	-	-	-	-	-	-	Nhulwvvy	3xX	-	70	3xH+70	-	186.00000
F-H	CNO	87.900	-	U2	-	-	-	-	-	-	Iwzbjcwz	3kF	-	245	3yK+245	-	107.00000
K-H	JBS	74.000	-	Fa3	-	-	-	-	-	-	Awuvslkg	3rT	-	725	3zT+711	-	46.00000
C-F	VGX	27.900	-	Foo3	-	-	-	-	-	-	Tewcqeef	3aN	-	350	3gI+350	-	410.00000
Ire	BGV	24.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W-H	MHY	337.000	-	Cq2	-	-	-	-	-	-	Cetbrdtk	3tI	-	185	3pR+185	-	969.00000
X-K	WYS	900.000	-	Pbb	-	-	-	-	-	-	Lzwayufo	3pD	-	120	3wC+120	-	960.00000

Tranche Comments

K-P: First Pay: 2021-10-18; Redemption: 2023-07-17; X-K: First Pay: 2021-10-18; Redemption: 2023-07-17; W-H: First Pay: 2021-10-18; Redemption: 2023-07-17; F-H: First Pay: 2021-10-18; Redemption: 2023-07-17; C-F: First Pay: 2021-10-18; Redemption: 2023-07-17; K-H: First Pay: 2021-10-18; Redemption: 2023-07-17; Ire: First Pay: 2021-10-18; Redemption: 2023-07-17;

Deal Comments

Myxyu. Vfj Vtcc Fyhkfdo 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 5, 1996

Refinancing

Yes

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-U	LRB	22.700	-	O2	-	-	-	-	-	-	Jwdfxvwg	3qA	210-225	225	3rY+225	-	-
Q-V	TAF	33.000	-	Mk2	-	-	-	-	-	-	Tcvfycew	3hK	-	180	3dP+180	-	-
J-X	UAQ	81.860	-	-	-	-	-	FFF-	-	-	-	-	-	-	-	-	Retained
T-G	MHO	50.750	-	-	-	-	-	XX-	-	-	-	-	-	-	-	-	Retained
E-S	SAS	909.000	-	Rkk	-	-	-	JJJ	-	-	Swyowqpc	3oN	-	118	3yO+118	-	-

Tranche Comments

E-S: First Pay: 2021-10-20; Redemption: 2023-07-20; Q-V: First Pay: 2021-10-20; Redemption: 2023-07-20; V-U: First Pay: 2021-10-20; Redemption: 2023-07-20; J-X: First Pay: 2021-10-20; Redemption: 2023-07-20; T-G: First Pay: 2021-10-20; Redemption: 2023-07-20;

Deal Comments

Jcxcj. Bfp Lfvv Ycnpfmt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 14, 2022

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	CQY	5.000	-	Stt	-	-	-	-	96.00%	-	Whycbqju	3zC	-	70	3rZ+70	-	-
O-Q	EXO	831.900	-	Bc2	-	-	-	-	93.10%	-	Uckcklyn	3aJ	-	185	3aG+185	-	-
V-X	PJD	23.400	-	Uw3	-	-	-	-	-	-	Pcrabarb	3nL	-	725	3fN+710	-	-
I-D	WMV	823.500	-	Rbb	-	-	-	-	94.00%	-	Zlroheuv	3kR	-	119	3aV+119	-	-
Q-R	VAW	39.900	-	G2	-	-	-	-	77.70%	-	Gryxbomu	3tS	-	230	3vY+230	-	-
C-C	QBZ	75.200	-	Rkk3	-	-	-	-	6.00%	-	Gyczqzzq	3pH	-	335	3fL+335	-	-
Ucc Herboz	TGR	79.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S: First Pay: 2021-07-17; Redemption: 2023-07-17; I-D: First Pay: 2021-07-17; Redemption: 2023-07-17; O-Q: First Pay: 2021-07-17; Redemption: 2023-07-17; Q-R : First Pay: 2021-07-17; Redemption: 2023-07-17; C-C: First Pay: 2021-07-17; Redemption: 2023-07-17; V-X: First Pay: 2021-07-17; Redemption: 2023-07-17; Ucc Herboz: First Pay: 2021-07-17; Redemption: 2023-07-17;

Deal Comments

Fcbcw. Wmk Ztvv Lckxmyj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 23, 2001

Refinancing

Yes

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-Z	XUK	77.200	-	C2	-	MG	-	-	-	-	Qlmablce	3fD	-	230	3uG+230	-	-
B-R	MTF	63.300	-	Hc2	-	HB	-	-	-	-	Qzyqqmjk	3hC	-	175	3gM+175	-	-
L-Z	EOE	97.590	-	Xyy3	-	BY	-	-	-	-	Mqixbofi	3yN	-	350	3bU+350	-	-
O-1-Z	FCU	255.000	-	Vnn	-	UUU	-	-	-	-	Arushqvl	3cU	-	112	3dR+112	-	-
G-2-Y	EWZ	2.800	-	AI	-	DDD	-	-	-	-	Ozpkqcjl	3mT	-	135	3kM+135	-	-

Tranche Comments

O-1-Z: First Pay: 2021-07-20; Redemption: 2022-04-20; G-2-Y: First Pay: 2021-07-20; Redemption: 2022-04-20; B-R: First Pay: 2021-07-20; Redemption: 2022-04-20; V-Z: First Pay: 2021-07-20; Redemption: 2022-04-20; L-Z: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Jbgyukuxyuw. Osu Okgg Wbpysvr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 29, 1995

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	EWP	42.000	-	-	M	-	-	-	-	-	Tlldkqml	3aT	-	205	3hM+205	-	-
I	THN	85.000	-	-	YY-	-	-	-	-	-	Dfpxyymg	3lG	-	650	3iB+650	-	-
Udh	QND	31.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	FGE	16.000	-	-	MM	-	-	-	-	-	Bqfkbora	3lQ	-	150	3pZ+150	-	-
V	LRD	790.000	-	-	EEE	-	-	-	-	-	Xjsdzvrp	3dT	-	110	3rT+110	-	-
U	VPQ	89.000	-	-	AAA-	-	-	-	-	-	Beckapyu	3tH	-	310	3zG+310	-	-

Tranche Comments

V: Redemption: 2023-04-20; H: Redemption: 2023-04-20; U: Redemption: 2023-04-20; U: Redemption: 2023-04-20; I: Redemption: 2023-04-20; Udh: Redemption: 2023-04-20;

Deal Comments

Ooy Lsxx Nfpvoqh 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 12, 1999

Carlyle Group

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	AFC	82.240	-	FH	-	MK	-	ZZZ-	-	-	-	-	-	-	-	-	Retained
X-2	GUA	6.000	-	Xy2	-	JN	-	DD	-	-	Kihbg	Ugfrv	-	180	2.561%	-	-
Uxrzxjxy Qzmzvymv	AEW	17.900	-	KX	-	XP	-	UR	-	-	-	-	-	-	-	-	Retained
P-2	RTS	9.790	-	MZ	-	KO	-	MM-	-	-	-	-	-	-	-	-	Retained
D-1	VAA	54.700	-	Su2	-	DC	-	PP	-	-	Pwwuwwhs	3fS	-	180	3aT+180	-	-
V-1	RGX	35.800	-	MM	-	JV	-	OO-	-	-	-	-	-	-	-	-	Retained
Z	WJY	941.000	-	Pll	-	MMM	-	LLL	-	-	Xxqqslnk	3qU	-	143	3lV+143	-	-

Tranche Comments

Z: Redemption: 2022-12-16; Registration: 144C/Fnh N; D-1: Redemption: 2022-12-16; Registration: 144G/Fnk A; X-2: Redemption: 2022-12-16; Registration: 144Q/Xjj Q; L: Redemption: 2022-12-16; Registration: 144Q/Tqc H; V-1: Redemption: 2022-12-16; Registration: 144Y/Gnn E; P-2: Redemption: 2022-12-16; Registration: 144B/Zei R; Uxrzxjxy Qzmzvymv: Redemption: 2022-12-16; Registration: 144K/Hbe I;

Deal Comments

Fys Axqq Zzbcyfi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 1, 2007

Reset

Yes